000			01427nam a22002535i 4500
001			138288
003			ISI Library, Kolkata
005			20230317020003.0
008			170609s2017 nyu 000 0 eng
020			_a9781447173373 (alk. paper)
040			_aISI Library
082	0	4	_a332.015195 _223 _bSe519
100	1		_aSeydel, Rudiger U., _eauthor
245	1	0	_aTools for computational finance / _cRudiger U. Seydel.
250			_a6th ed.
260			_aLondon : _bSpringer-Verlag, _c2017.
300			_axxii, 486 pages : _billustrations (some color) ; _c24 cm.
490	0		_aUniversitext
504			_aincludes bibliographical references and index.
505	0		_a1. Modeling tools for financial options -- 2. Generating random numbers with specified distributions -- 3. Monte Carlo simulation with stochastic differential equations -- 4. Standard methods for standard options -- 5. Finite-element methods -- 6. Pricing of exotic options -- 7. Beyond black and scholes -- Appendices.
520			_aThis book explores a wide range of computational tools in a coherent and focused manner and will be of use to anyone working in computational finance. Starting with an introductory chapter that presents the financial and stochastic background, the book goes on to detail computational methods using both stochastic and deterministic approaches.
650		0	_aFinance _xMathematical models.
942			_2ddc _cBK _01
999			_c424589 _d424589